OAGE 0125 - Sovereign and Country Risk Management

Global debt levels have surged on the back of the global COVID-19 pandemic crisis, with government revenues suffering from lower tax collection as economies were effectively shut down and spending surging in order to provide fiscal stimulus and employment protection programs to those at risk. As a result, a deeper and more protracted recession was averted at the cost of larger debt piles. The question is: how much debt can governments issue without getting into trouble? Is there a certain threshold up until which investors are willing to tolerate such expansions? Can some countries, like Japan or the United States, withstand higher levels than emerging markets like Brazil and South Africa? Do these matter when making business decisions around country risk?

This course will provide graduate students with a good understanding of what sovereign and country risk are and how they can be managed, whether they are considering a career in the public or the private sector. Sessions will have a strong practical component, with case studies on current and past global events and guest speakers adding a practitioner perspective to the latest academic research and evolving views on this fascinating topic.
Raul ALCAIDE ALONSO
Séminaire
English
An intermediate level in macroeconomics would be helpful
Spring 2023-2024
Abbas, S. Ali, Alex Pienkowski, and Kenneth Rogoff, ed. 2019. Sovereign Debt: A Guide for Economists and Practitioners. Oxford University Press
Alesina, A., Carlo Favero and Francesco Giavazzi, Austerity: When it Works and When it Doesn't. 2019
Carmen Reinhart and Kenneth Rogoff. 2009. This Time is Different: Eight Centuries of Financial Folly. Princeton University Press
Barry Eichengreen. 2021. In Defense of Public Debt
Why Not Default? The Political Economy of Sovereign Debt. Jerome Roos. Princeton University Press. 2019
Too Little, Too Late. The Quest to Resolve Sovereign Debt Crises. Martin Guzman, José Antonio Ocampo and Joseph E. Stiglitz
Cottarelli, Carlos. 2017. What We Owe: Truths, Myths, and Lies about Public Debt. Brookings Institution Press